Skip to main content

1
RESULTS
rss


Media Type
1
texts
Year
1
2011
Collection
Creator
1
jun-ichi maskawa
Language
1
English
SHOW DETAILS
up-solid down-solid
eye
Title
Date Favorited
Creator
Arxiv.org
texts
eye 98
favorite 1
comment 0
We study precursors to the global market crash that occurred on all main stock exchanges throughout the world in October 2008 about three weeks after the bankruptcy of Lehman Brothers Holdings Inc. on 15 September. We examine the collective behavior of stock returns and analyze the market mode, which is a market-wide collective mode, with constituent issues of the FTSE 100 index listed on the London Stock Exchange. Before the market crash, a sharp rise in a measure of the collective behavior...
Source: http://arxiv.org/abs/1111.4637v1